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In pseudomyxoma peritonei (PMP), <i>KRAS</i> and <i>GNAS</i> mutations are frequent. We hypothesized that these mutations may contribute to the suppression of antitumor immunity: <i>KRAS</i> may induce GMCSF expression, while <i>GNAS</i> may enhance the expression of cyclic adenosine monophosphate and A2AR signaling. This study aimed to explore possible mechanisms facilitated by <i>KRAS</i> and <i>GNAS</i> mutations for escaping immune surveillance. Additionally, we looked for new potential therapeutic and prognostic targets in this rare disease which is poorly characterized at the molecular level. GM-CSF, A2AR, CD73, CD39, and PD-L1 expression was investigated by immunohistochemistry in 40 PMPs characterized for <i>GNAS</i> and <i>KRAS</i> mutational status. Immune cell populations were studied by immunohistochemistry and nanostring nCounter^®. Following the criteria of a prognostic nomogram reported for PMP, we stratified the patients into two different risk groups, with 28 “low-risk” and 12 “high-risk” patients. We observed the expression of GM-CSF (74%); CD39 (37%); CD73 (53%); A2AR (74%); and PD-L1 (16%) which was unrelated to <i>GNAS</i> or <i>KRAS</i> status. The tumor microenvironment showed the presence of CD4+ T cells (86%); CD8+ T cells (27%); CD20+ B (67%); CD15+ cells (86%); and CD163+ M2 macrophages (67%), while CD56+ NK cells were absent. CD163 expression (27%) in PMP tumor cells was associated with poor prognosis. <i>GNAS</i> mutation and A2AR expression were not associated with a specific immune transcriptional signature. However, the expression assay revealed 21 genes associated with prognosis. The “high-risk” patients exhibited worse progression-free survival (HR = 2.3, CI 95%: 1.1–5.1, <i>p</i> = 0.034) and significant downregulation of <i>MET</i>, <i>IL8</i>, <i>PPARG</i>, <i>DTX4</i>, <i>HMGA1, ZIC2</i>, <i>WNT5B,</i> and <i>CCRL2</i>. In conclusion, we documented the presence of immunosuppressive factors such as GM-CSF, A2AR, and PD-L1 in PMP. These factors were not associated with <i>GNAS</i> and <i>KRAS</i> status and could be explored as therapeutic molecular targets. Additionally, a set of potential prognostic biomarkers, including CD163 expression in tumor cells, deserve further investigation.